+176.7%
IVZ vs XYL
+408.9%
-232.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.6% |
| 7D | -2.4% | +5.9% | -8.3% | -6.6% |
| 30D | -11.2% | -3.9% | -7.3% | -10.3% |
| 3M | -14.0% | -18.7% | +4.7% | -2.2% |
| 6M | +0.5% | -16.9% | +17.3% | +11.4% |
| YTD | +5.4% | -27.4% | +32.8% | +28.6% |
| 1Y | +19.5% | -34.0% | +53.5% | +56.7% |
| 3Y | +128.7% | +5.6% | +123.1% | +105.8% |
| 5Y | +28.8% | -20.6% | +49.3% | +41.5% |
| 10Y | +52.3% | +133.4% | -81.1% | -18.9% |
| All | +176.7% | +408.9% | -232.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling